Here's an interesting article that lays out ways to pack wine in your checked bag and what the limits are for what you can bring back home. Because the average wine bottle weighs a little over a kilo it can be difficult to bring back more than a few bottles due to weight restrictions (23 kilos or 50 pounds) on checked bags.
To bring back a few bottles, leave room in your suitcase for the return trip and bring along a few wine skins.
See wine tours in Rioja and Ribera del Duero.
See wine tours in Portugal.